+225.5%
CRWD vs AGG
-2.6%
+228.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.0% | -1.1% | -1.9% | -2.0% |
| 30D | -6.8% | -1.1% | -5.6% | -5.7% |
| 3M | +19.6% | -1.9% | +21.5% | +21.9% |
| 6M | +87.1% | -1.7% | +88.8% | +90.3% |
| YTD | +76.4% | -1.3% | +77.7% | +78.6% |
| 1Y | +90.8% | -0.7% | +91.6% | +92.2% |
| 3Y | +380.0% | +12.5% | +367.5% | +320.6% |
| All | +225.5% | -2.6% | +228.1% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling